| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 472229.2643 | 263433.4447 | 208795.8196 | 480111.9207 | 353278.5861 | 126833.3347 |
| Total P&L (%) | 472.2293 | 263.4334 | 208.7958 | 480.1119 | 353.2786 | 126.8333 |
| Avg Daily Profit (%) | 0.2598 | 0.1449 | 0.1148 | 0.0967 | 0.0832 | 0.0451 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -104125 | -101332 | -120743 | -596762 | -275899 | -596723 |
| Profit Factor | 1.2892 | 1.3099 | 1.2668 | 1.0833 | 1.1254 | 1.0431 |
| Total Trades | 666 | 333 | 333 | 666 | 333 | 333 |
| Winning Trades | 292 | 146 | 146 | 292 | 146 | 146 |
| Losing Trades | 374 | 187 | 187 | 374 | 187 | 187 |
| Profitability (%) | 43.8438 | 43.8438 | 43.8438 | 43.8438 | 43.8438 | 43.8438 |
| Ratio Avg Win / Avg Loss | 1.6513 | 1.6777 | 1.6225 | 1.3876 | 1.4414 | 1.336 |
| Largest Winning Trade | 54779 | 54779 | 40160 | 143714 | 143714 | 113827 |
| Largest Losing Trade | -56978 | -30209 | -56978 | -415648 | -112970 | -415648 |
| Avg Bars in Trades | 10 | 11 | 10 | 10 | 11 | 10 |
| Avg Bars in Winners | 14 | 15 | 13 | 14 | 15 | 13 |
| Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
| Bars Traded | 7236 | 3816 | 3418 | 7236 | 3816 | 3418 |
| Profit Streak | 13.5696 | 13.5696 | 25.5696 | 13.5696 | 13.5696 | 25.5696 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 421259 | 47663 | -39070 | -190231 | -164841 | -306252 |
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7272,
"evaluation_days": 1818,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1602763200000,
"last_datapoint_time": 1759816800000,
"evaluation_time": 1759822817493,
"expiration_time": 1764529056000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
472229.2643136686,
263433.4446691968,
208795.8196444721,
480111.9207465698,
353278.5860772077,
126833.334669362
],
[
472.229264,
263.433445,
208.79582,
480.111921,
353.278586,
126.833335
],
[
0.259752,
0.144903,
0.114849,
0.096749,
0.083166,
0.045062
],
[
10,
10,
10,
10,
10,
10
],
[
-104125,
-101332,
-120743,
-596762,
-275899,
-596723
],
[
1.289215,
1.309885,
1.266765,
1.08333,
1.125394,
1.043079
],
[
666,
333,
333,
666,
333,
333
],
[
292,
146,
146,
292,
146,
146
],
[
374,
187,
187,
374,
187,
187
],
[
43.843844,
43.843844,
43.843844,
43.843844,
43.843844,
43.843844
],
[
1.651255,
1.677729,
1.6225,
1.387553,
1.441429,
1.335998
],
[
54779,
54779,
40160,
143714,
143714,
113827
],
[
-56978,
-30209,
-56978,
-415648,
-112970,
-415648
],
[
10,
11,
10,
10,
11,
10
],
[
14,
15,
13,
14,
15,
13
],
[
8,
8,
8,
8,
8,
8
],
[
7236,
3816,
3418,
7236,
3816,
3418
],
[
13.569647,
13.569647,
25.569647,
13.569647,
13.569647,
25.569647
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
421259,
47663,
-39070,
-190231,
-164841,
-306252
]
]
}
{
"trading_pair": "FIL_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7272,
"evaluation_days": 1818,
"actual_first_datapoint_time": 1602763200000,
"first_datapoint_time": 1602763200000,
"last_datapoint_time": 1759816800000,
"evaluation_time": 1759822817493,
"expiration_time": 1764529056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|